That appears to be a gray area depending where in the EU. If there is signage, the sidewalk is not the primary focus of the video, and the video is not shared, it sounds like it is in legal in a lot of places. Other appear to be more strict. Doorbell cameras appear to widely accepted, for example.

Likely, if I were to ever get around to getting a camera, I’d set motion zones on my property line and record when triggered.